39 lines
1.2 KiB
C#
39 lines
1.2 KiB
C#
using System;
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using System.Collections.Generic;
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using System.Linq;
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using EvoCalculator.Core.Models.Common;
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namespace EvoCalculator.Core.FinanceFormulas
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{
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public class XNPV
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{
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private readonly IEnumerable<Flow> _flows;
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private double _rate;
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public XNPV(IEnumerable<Flow> flows, double rate)
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{
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_flows = flows;
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_rate = rate;
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}
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public double GetResult()
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{
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if (_rate <= -1)
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_rate = -1 + 1E-10; // Very funky ... Better check what an IRR <= -100% means
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var startDate = _flows.OrderBy(i => i.Date).First().Date;
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return
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(from item in _flows
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let days = -(item.Date - startDate).Days
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select (double)item.Value * Math.Pow(1 + _rate, (double)days / 365)).Sum();
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}
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public double GetResultPrime()
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{
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var startDate = _flows.OrderBy(i => i.Date).First().Date;
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return (from item in _flows
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let daysRatio = -(item.Date - startDate).Days / 365
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select (double)item.Value * daysRatio * Math.Pow(1.0 + _rate, daysRatio - 1)).Sum();
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}
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}
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} |